Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses

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Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses

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D. Nautz

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 1999-63.

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Handle: RePEc:wop:humbsf:1999-63

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Kim, Benjamin J. C. & Mo, Soowon, 1995. "Cointegration and the long-run forecast of exchange rates," Economics Letters, Elsevier, vol. 48(3-4), pages 353-359, June. [Downloadable!] (restricted)
Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February. [Downloadable!] (restricted)
MacDonald, Ronald & Taylor, Mark P., 1994. "The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 276-290, June. [Downloadable!] (restricted)
Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
Wesche, Katrin, 1995. "The Stability of European Money Demand: An Investigation of M3H," Discussion Paper Serie B 337, University of Bonn, Germany. [Downloadable!]
Other versions:
- Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October. [Downloadable!] (restricted)
Frenkel, Jacob A, 1976. " A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence," Scandinavian Journal of Economics, Blackwell Publishing, vol. 78(2), pages 200-224.
Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January. [Downloadable!] (restricted)
Other versions:
- Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers 440, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
Other versions:
- J. Wolters & T. Ter"Asvirta & H. L"Utkepohl, . "Modelling the Demand for M3 in the Unified Germany," Sonderforschungsbereich 373 1996-24, Humboldt Universitaet Berlin.
- Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August. [Downloadable!] (restricted)
Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.
Diamandis, Panayiotis F & Kouretas, Georgios P, 1996. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Coefficient Restrictions and Temporal Stability of the Greek Drachma," Applied Financial Economics, Taylor and Francis Journals, vol. 6(4), pages 351-62, August. [Downloadable!] (restricted)
Other versions:
- Panayiotis Diamantis & George Kouretas, . "The Monetary Approach To The Exchange Rate: Long-Run Relationships, Coefficient Restrictions And Temporal Stability Of The Greek Drachma," Working Papers 9503, University of Crete, Department of Economics.
Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation, Yale University. [Downloadable!]
Other versions:
- Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January. [Downloadable!] (restricted)

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